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Statistical and optimization techniques for laundry portfolio optimization at Procter & Gamble
Esquejo, Nats; Miller, Kevin; Norwood, Kevin; Oliveira, Ivan - In: Interfaces : the INFORMS journal on the practice of … 45 (2015) 5, pp. 444-461
Persistent link: https://www.econbiz.de/10011392474
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Delegated portfolio management and optimal allocation of portfolio managers
Christensen, Michael; Vansgaard Christensen, Michael; … - In: Applied economics 47 (2015) 19/21, pp. 2142-2153
Persistent link: https://www.econbiz.de/10010513333
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An empirical investigation of methods to reduce transaction costs
Moorman, Theodore - In: Journal of empirical finance 29 (2014), pp. 230-246
Persistent link: https://www.econbiz.de/10011300477
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On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
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Optimizing portfolio liquidation under risk-based margin requirements
Deng, Geng; Dulaney, Tim; McCann, Craig - In: Journal of finance and investment analysis 2 (2013) 1, pp. 121-153
calculation is a self-contained inner optimization problem and is traditionally solved by choosing the worst scenario amongst a … continuous region and then using a trust region optimization algorithm to derive the closed-form solution. The solution is …
Persistent link: https://www.econbiz.de/10009746034
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Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
Andriosopoulos, Kostas; Doumpos, Michael; Papapostolou, … - In: Transportation research / E : an international journal 52 (2013), pp. 16-34
Persistent link: https://www.econbiz.de/10009735738
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Non-fully invested derivative-free bond index replication
Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils S. - In: Financial markets and portfolio management 27 (2013) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10009720944
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Mean-CoAVaR optimization for global banking portfolios
Kurosaki, Tetsuo; Kim, Young Shin - In: Investment management and financial innovations 10 (2013) 2, pp. 15-20
Persistent link: https://www.econbiz.de/10010201114
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The value added of hedge fund styles in multi-asset protfolios : a new approach based on bull and bear market betas
Heidorn, Thomas; Kaiser, Dieter G.; Lucke, Daniel - In: Review of accounting & finance 12 (2013) 1, pp. 44-59
Persistent link: https://www.econbiz.de/10010126724
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Portfolio selection with higher moments and application on Zagreb Stock Exchange
Škrinjaric, Tihana - In: Zagreb international review of economics & business 16 (2013) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10010258935